WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 415,287: 120,266 127,899 94,278 166,515 149,760 381,059 371,937: 34,228 43,350
Old : 384,307: 113,003 127,920 84,679 154,989 132,831 352,671 345,430: 31,636 38,877
Other: 30,980: 15,082 7,798 1,780 11,526 16,929 28,388 26,507: 2,592 4,473
: : :
: : Changes in Commitments from: August 11, 2015 :
: -7,651: -166 -3,930 -1,322 -3,698 -2,994 -5,186 -8,246: -2,465 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 30.8 22.7 40.1 36.1 91.8 89.6: 8.2 10.4
Old : 100.0: 29.4 33.3 22.0 40.3 34.6 91.8 89.9: 8.2 10.1
Other: 100.0: 48.7 25.2 5.7 37.2 54.6 91.6 85.6: 8.4 14.4
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 119 115 138 92 103 296 291:
Old : 385: 127 112 130 91 100 289 284:
Other: 134: 31 34 13 29 48 69 88:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.7 10.6 21.2 20.1 12.6 10.1 21.1 17.3
Old : 13.2 11.4 22.0 21.4 13.0 11.0 21.9 19.1
Other: 47.7 36.3 59.8 52.2 47.7 36.3 59.7 51.0
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 200,401: 63,915 69,545 26,379 88,422 79,206 178,716 175,130: 21,685 25,271
Old : 183,368: 65,071 68,803 22,142 75,392 70,165 162,605 161,110: 20,763 22,258
Other: 17,033: 2,544 4,442 537 13,030 9,041 16,111 14,020: 922 3,013
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,068: 1,964 -873 690 -756 2,869 1,898 2,686: 170 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 34.7 13.2 44.1 39.5 89.2 87.4: 10.8 12.6
Old : 100.0: 35.5 37.5 12.1 41.1 38.3 88.7 87.9: 11.3 12.1
Other: 100.0: 14.9 26.1 3.2 76.5 53.1 94.6 82.3: 5.4 17.7
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 56 64 54 70 71 155 169:
Old : 225: 59 63 52 69 66 153 162:
Other: 82: 8 19 6 21 37 35 57:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 18.8 28.4 28.3 16.0 13.8 25.0 22.6
Old : 17.5 20.6 27.5 30.9 17.5 19.1 27.0 28.7
Other: 69.2 26.6 80.1 45.0 69.2 26.6 79.9 41.8
CORN - CHICAGO BOARD OF TRADE Code-002602
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 1,376,536: 435,940 275,229 189,317 634,617 707,259 1,259,874 1,171,805: 116,662 204,731
Old : 239,913: 137,230 57,690 1,336 70,503 159,984 209,069 219,010: 30,844 20,903
Other: 1,136,623: 382,648 301,477 104,043 564,114 547,275 1,050,805 952,795: 85,818 183,828
: : :
: : Changes in Commitments from: August 11, 2015 :
: -14,182: 114 36,663 -30,237 17,339 -18,752 -12,784 -12,326: -1,398 -1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 20.0 13.8 46.1 51.4 91.5 85.1: 8.5 14.9
Old : 100.0: 57.2 24.0 0.6 29.4 66.7 87.1 91.3: 12.9 8.7
Other: 100.0: 33.7 26.5 9.2 49.6 48.1 92.4 83.8: 7.6 16.2
: : :
:# Traders : Number of Traders in Each Category :
All : 746: 164 162 171 294 320 560 581:
Old : 511: 106 71 12 181 196 291 275:
Other: 728: 157 175 122 222 305 446 543:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 10.2 13.2 18.5 19.7 9.1 7.9 15.7 14.0
Old : 16.0 35.1 27.2 45.3 16.0 34.5 26.9 44.6
Other: 12.2 10.1 21.6 16.8 10.8 7.9 18.5 13.6
OATS - CHICAGO BOARD OF TRADE Code-004603
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 8,808: 1,286 2,765 128 5,388 3,834 6,802 6,727: 2,006 2,081
Old : 8,808: 1,286 2,765 128 5,388 3,834 6,802 6,727: 2,006 2,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 190: 76 81 71 23 -8 170 144: 20 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 31.4 1.5 61.2 43.5 77.2 76.4: 22.8 23.6
Old : 100.0: 14.6 31.4 1.5 61.2 43.5 77.2 76.4: 22.8 23.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 10 11 4 18 10 28 25:
Old : 40: 10 11 4 18 10 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 50.6 56.1 61.8 36.5 44.1 48.8 53.1
Old : 39.8 50.6 56.1 61.8 36.5 44.1 48.8 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5,000 BUSHELS) :
: : :
All : 658,363: 172,499 104,923 109,069 331,111 370,358 612,679 584,350: 45,684 74,013
Old : 639,995: 171,519 103,443 106,027 319,622 359,397 597,168 568,867: 42,827 71,128
Other: 18,368: 3,547 4,047 475 11,489 10,961 15,511 15,483: 2,857 2,885
: : :
: : Changes in Commitments from: August 11, 2015 :
: 9,651: -9,692 27,115 380 19,454 -19,006 10,142 8,489: -491 1,162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 15.9 16.6 50.3 56.3 93.1 88.8: 6.9 11.2
Old : 100.0: 26.8 16.2 16.6 49.9 56.2 93.3 88.9: 6.7 11.1
Other: 100.0: 19.3 22.0 2.6 62.5 59.7 84.4 84.3: 15.6 15.7
: : :
:# Traders : Number of Traders in Each Category :
All : 567: 150 156 156 143 198 380 454:
Old : 563: 149 158 153 141 198 374 451:
Other: 180: 31 39 8 30 84 67 128:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 17.6 23.2 26.7 12.3 16.2 18.4 21.6
Old : 15.6 17.0 23.3 26.2 12.3 15.6 18.4 21.1
Other: 37.1 57.7 51.0 66.5 37.1 57.6 50.7 65.8
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 1,000 Bushels) :
: : :
All : 15,928: 11,763 454 15 8 4,348 11,786 4,817: 4,142 11,111
Old : 15,441: 11,405 436 15 8 4,240 11,428 4,691: 4,013 10,750
Other: 487: 358 18 0 0 108 358 126: 129 361
: : :
: : Changes in Commitments from: August 11, 2015 :
: -175: 6 5 -1 4 -92 9 -88: -184 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 2.9 0.1 0.1 27.3 74.0 30.2: 26.0 69.8
Old : 100.0: 73.9 2.8 0.1 0.1 27.5 74.0 30.4: 26.0 69.6
Other: 100.0: 73.5 3.7 0.0 0.0 22.2 73.5 25.9: 26.5 74.1
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 2 2 2 14 6 18:
Old : 20: 4 2 2 2 14 6 18:
Other: 14: 2 2 0 0 10 2 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 13.4 74.0 20.1 73.9 13.4 73.9 20.1
Old : 74.0 13.5 74.0 20.2 73.9 13.5 73.9 20.2
Other: 73.5 18.1 73.5 24.4 73.5 18.1 73.5 24.4
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 60,000 POUNDS) :
: : :
All : 388,244: 120,847 106,129 62,652 176,579 188,410 360,078 357,191: 28,166 31,053
Old : 44,785: 14,767 8,979 135 26,050 32,292 40,952 41,406: 3,833 3,379
Other: 343,459: 112,613 103,683 55,984 150,529 156,118 319,126 315,785: 24,333 27,674
: : :
: : Changes in Commitments from: August 11, 2015 :
: 8,893: 3,368 13,267 -330 4,814 -2,583 7,852 10,354: 1,041 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 27.3 16.1 45.5 48.5 92.7 92.0: 7.3 8.0
Old : 100.0: 33.0 20.0 0.3 58.2 72.1 91.4 92.5: 8.6 7.5
Other: 100.0: 32.8 30.2 16.3 43.8 45.5 92.9 91.9: 7.1 8.1
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 102 85 95 90 61 244 213:
Old : 149: 46 28 4 47 33 94 64:
Other: 310: 99 89 85 84 57 231 200:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 9.1 27.1 16.1 34.1 8.8 24.5 15.8 31.2
Old : 28.5 47.4 39.9 58.4 28.5 47.4 39.8 58.4
Other: 10.3 25.0 18.0 32.5 9.9 22.4 17.7 29.5
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 525,938: 70,974 59,199 7,403 320,326 321,388 398,703 387,990: 127,235 137,948
Old : 525,938: 70,974 59,199 7,403 320,326 321,388 398,703 387,990: 127,235 137,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -5,341: 721 558 -4,033 -2,875 11,173 -6,187 7,698: 846 -13,039
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 11.3 1.4 60.9 61.1 75.8 73.8: 24.2 26.2
Old : 100.0: 13.5 11.3 1.4 60.9 61.1 75.8 73.8: 24.2 26.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 35 24 18 69 74 113 107:
Old : 152: 35 24 18 69 74 113 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.5 20.0 37.6 29.9 25.1 18.9 32.2 25.6
Old : 28.5 20.0 37.6 29.9 25.1 18.9 32.2 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 611,141: 55,370 94,664 11,379 421,225 410,695 487,974 516,738: 123,167 94,403
Old : 611,141: 55,370 94,664 11,379 421,225 410,695 487,974 516,738: 123,167 94,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,765: 6,299 10,237 1,825 -3,605 -6,092 4,519 5,970: -2,754 -4,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 15.5 1.9 68.9 67.2 79.8 84.6: 20.2 15.4
Old : 100.0: 9.1 15.5 1.9 68.9 67.2 79.8 84.6: 20.2 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 13 12 11 52 51 70 69:
Old : 95: 13 12 11 52 51 70 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 42.0 38.5 51.6 22.3 42.0 32.9 50.4
Old : 23.7 42.0 38.5 51.6 22.3 42.0 32.9 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 29,000 U.S. GALLONS) :
: : :
All : 5,511: 1,602 6 1,033 2,528 4,064 5,163 5,103: 348 408
Old : 5,511: 1,602 6 1,033 2,528 4,064 5,163 5,103: 348 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -13: 3 -104 13 15 81 31 -10: -44 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 0.1 18.7 45.9 73.7 93.7 92.6: 6.3 7.4
Old : 100.0: 29.1 0.1 18.7 45.9 73.7 93.7 92.6: 6.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 15 1 6 11 15 29 21:
Old : 34: 15 1 6 11 15 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 51.2 66.5 71.0 32.4 40.6 41.6 52.4
Old : 46.0 51.2 66.5 71.0 32.4 40.6 41.6 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 100 TONS) :
: : :
All : 386,640: 128,590 50,869 48,138 158,810 257,239 335,538 356,246: 51,102 30,394
Old : 52,365: 25,876 4,428 110 19,154 42,330 45,140 46,868: 7,225 5,497
Other: 334,275: 114,943 58,670 35,799 139,656 214,909 290,398 309,378: 43,877 24,897
: : :
: : Changes in Commitments from: August 11, 2015 :
: -5,079: -14,755 2,748 2,448 5,705 -13,446 -6,602 -8,250: 1,523 3,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 13.2 12.5 41.1 66.5 86.8 92.1: 13.2 7.9
Old : 100.0: 49.4 8.5 0.2 36.6 80.8 86.2 89.5: 13.8 10.5
Other: 100.0: 34.4 17.6 10.7 41.8 64.3 86.9 92.6: 13.1 7.4
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 96 61 84 87 85 234 198:
Old : 169: 57 20 3 43 54 100 77:
Other: 279: 94 69 73 84 74 219 183:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.2 36.5 18.7 44.4 10.8 31.2 16.6 38.2
Old : 26.6 40.2 40.8 53.9 26.6 40.2 40.2 53.9
Other: 13.4 36.2 20.0 44.1 12.0 30.1 17.5 37.0
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 10,188: 1,459 4,058 1,714 4,416 3,063 7,589 8,835: 2,599 1,353
Old : 10,188: 1,459 4,058 1,714 4,416 3,063 7,589 8,835: 2,599 1,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 95: 146 88 59 -205 -31 0 116: 95 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 39.8 16.8 43.3 30.1 74.5 86.7: 25.5 13.3
Old : 100.0: 14.3 39.8 16.8 43.3 30.1 74.5 86.7: 25.5 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 68: 15 26 17 15 10 46 43:
Old : 68: 15 26 17 15 10 46 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 30.3 41.8 44.8 31.2 29.1 37.8 40.7
Old : 32.0 30.3 41.8 44.8 31.2 29.1 37.8 40.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $200,000 FACE VALUE) :
: : :
All : 1,381,230: 428,393 319,549 24,797 819,171 889,831 1,272,361 1,234,177: 108,869 147,053
Old : 1,381,230: 428,393 319,549 24,797 819,171 889,831 1,272,361 1,234,177: 108,869 147,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -10,992: -46,715 7,315 -2,551 41,889 -12,694 -7,377 -7,930: -3,615 -3,062
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 23.1 1.8 59.3 64.4 92.1 89.4: 7.9 10.6
Old : 100.0: 31.0 23.1 1.8 59.3 64.4 92.1 89.4: 7.9 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 61 70 35 107 143 183 233:
Old : 309: 61 70 35 107 143 183 233:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.5 18.7 33.9 28.0 21.5 18.7 33.4 27.1
Old : 21.5 18.7 33.9 28.0 21.5 18.7 33.4 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,955,775: 453,654 446,353 82,018 2,105,718 1,983,141 2,641,390 2,511,512: 314,385 444,263
Old : 2,955,775: 453,654 446,353 82,018 2,105,718 1,983,141 2,641,390 2,511,512: 314,385 444,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -21,390: -46,504 -5,998 10,148 13,337 1,666 -23,019 5,816: 1,629 -27,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 15.1 2.8 71.2 67.1 89.4 85.0: 10.6 15.0
Old : 100.0: 15.3 15.1 2.8 71.2 67.1 89.4 85.0: 10.6 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 68 95 59 154 170 262 284:
Old : 379: 68 95 59 154 170 262 284:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 21.4 45.9 29.6 35.4 19.2 42.1 24.6
Old : 37.3 21.4 45.9 29.6 35.4 19.2 42.1 24.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $100,000 FACE VALUE) :
: : :
All : 2,350,999: 414,679 517,140 94,259 1,576,011 1,369,880 2,084,949 1,981,279: 266,050 369,720
Old : 2,350,999: 414,679 517,140 94,259 1,576,011 1,369,880 2,084,949 1,981,279: 266,050 369,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -11,322: -13,213 7,553 10,489 11,987 -27,067 9,263 -9,025: -20,585 -2,297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 22.0 4.0 67.0 58.3 88.7 84.3: 11.3 15.7
Old : 100.0: 17.6 22.0 4.0 67.0 58.3 88.7 84.3: 11.3 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 286: 41 69 42 107 140 176 223:
Old : 286: 41 69 42 107 140 176 223:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 14.1 40.7 22.0 25.5 13.0 34.0 18.9
Old : 28.3 14.1 40.7 22.0 25.5 13.0 34.0 18.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $5,000,000) :
: : :
All : 860,904: 52,219 147,605 121,746 666,115 541,536 840,080 810,887: 20,824 50,017
Old : 860,904: 52,219 147,605 121,746 666,115 541,536 840,080 810,887: 20,824 50,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -16,265: -24,281 -18,857 -13,077 24,065 17,801 -13,293 -14,133: -2,972 -2,132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 17.1 14.1 77.4 62.9 97.6 94.2: 2.4 5.8
Old : 100.0: 6.1 17.1 14.1 77.4 62.9 97.6 94.2: 2.4 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 15 38 29 53 62 84 114:
Old : 120: 15 38 29 53 62 84 114:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 21.3 59.9 34.0 32.9 13.6 38.7 19.6
Old : 46.6 21.3 59.9 34.0 32.9 13.6 38.7 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($10 X DJIA INDEX) :
: : :
All : 46,724: 10,289 15,523 1,217 29,655 22,234 41,161 38,973: 5,563 7,751
Old : 46,724: 10,289 15,523 1,217 29,655 22,234 41,161 38,973: 5,563 7,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -696: -129 -314 1,158 -1,002 -2,782 28 -1,938: -724 1,242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 33.2 2.6 63.5 47.6 88.1 83.4: 11.9 16.6
Old : 100.0: 22.0 33.2 2.6 63.5 47.6 88.1 83.4: 11.9 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 29 22 5 32 20 64 44:
Old : 99: 29 22 5 32 20 64 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 42.1 38.4 57.3 27.4 42.1 38.3 56.2
Old : 27.4 42.1 38.4 57.3 27.4 42.1 38.3 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($5 X DJIA INDEX) :
: : :
All : 93,447: 20,578 31,045 2,434 59,309 44,467 82,321 77,946: 11,126 15,501
Old : 93,447: 20,578 31,045 2,434 59,309 44,467 82,321 77,946: 11,126 15,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -1,391: -257 -628 2,316 -2,003 -5,563 56 -3,875: -1,447 2,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 33.2 2.6 63.5 47.6 88.1 83.4: 11.9 16.6
Old : 100.0: 22.0 33.2 2.6 63.5 47.6 88.1 83.4: 11.9 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 29 22 5 32 20 64 44:
Old : 99: 29 22 5 32 20 64 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 42.1 38.4 57.3 27.4 42.1 38.3 56.2
Old : 27.4 42.1 38.4 57.3 27.4 42.1 38.3 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($100 X INDEX) :
: : :
All : 21,535: 19,079 20,759 46 2,020 678 21,145 21,483: 390 52
Old : 21,535: 19,079 20,759 46 2,020 678 21,145 21,483: 390 52
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 513: 941 823 -323 -100 0 518 500: -5 13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 96.4 0.2 9.4 3.1 98.2 99.8: 1.8 0.2
Old : 100.0: 88.6 96.4 0.2 9.4 3.1 98.2 99.8: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 21 14 1 2 1 23 16:
Old : 37: 21 14 1 2 1 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 72.9 86.6 92.6 63.5 72.9 85.7 92.1
Old : 63.5 72.9 86.6 92.6 63.5 72.9 85.7 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 54,380: 40,328 30,662 21 13,944 23,635 54,293 54,318: 87 62
Old : 54,380: 40,328 30,662 21 13,944 23,635 54,293 54,318: 87 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 876: 156 528 0 735 360 891 888: -15 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 56.4 0.0 25.6 43.5 99.8 99.9: 0.2 0.1
Old : 100.0: 74.2 56.4 0.0 25.6 43.5 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 7 21 1 5 17 12 39:
Old : 50: 7 21 1 5 17 12 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 92.7 55.8 98.3 72.5 92.7 55.8 98.3 72.5
Old : 92.7 55.8 98.3 72.5 92.7 55.8 98.3 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NOTIONAL VALUE OF $100,000) :
: : :
All : 38,156: 24,605 16,090 2,099 11,264 19,876 37,968 38,065: 188 91
Old : 38,156: 24,605 16,090 2,099 11,264 19,876 37,968 38,065: 188 91
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,015: -1,346 400 997 2,341 608 1,992 2,005: 23 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.5 42.2 5.5 29.5 52.1 99.5 99.8: 0.5 0.2
Old : 100.0: 64.5 42.2 5.5 29.5 52.1 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 20 2 4 11 11 32:
Old : 41: 6 20 2 4 11 11 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 96.2 64.6 99.2 79.3 90.8 64.6 93.9 76.6
Old : 96.2 64.6 99.2 79.3 90.8 64.6 93.9 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2015